+126.6%
MSTR vs SGI
+66.8%
+59.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -4.8% |
| 7D | -11.5% | -10.7% | -0.8% | -6.0% |
| 30D | -24.8% | -3.6% | -21.2% | -23.5% |
| 3M | +20.6% | -5.4% | +26.1% | +23.9% |
| 6M | -38.0% | -7.0% | -30.9% | -36.8% |
| YTD | -24.7% | -31.6% | +6.9% | -9.3% |
| 1Y | -49.1% | -33.5% | -15.5% | -37.8% |
| All | +126.6% | +66.8% | +59.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling